In this paper we give a new and elementary proof to the following fact: each closed orientable surface of positive genus admits a both chaotic and expansive homeomorphism. Further more, we show that the homeomorphisms given are also weakly mixing.
This lecture note is mainly about arithmetic progressions, different regularity lemmas and removal lemmas. We will be very brief most of the time, trying to avoid technical details, even definitions. For most technical details, we refer the reader to references. Apart from arithmetic progressions, we also discuss property testing and extremal graph theory.
Starting from the free field realization of Kac–Moody Lie algebra, we define a generalized Yang–Yang function. Then for the Lie algebra of type $A_{n}$, we derive braiding and fusion matrix by braiding the thimble from the generalized Yang–Yang function. One can construct a knots invariant H(K) from the braiding and fusion matrix. It is an isotropy invariant and obeys a skein relation. From them, we show that the corresponding knots invariant is HOMFLY polynomial.
Analysis-suitable T-splines are a topological-restricted subset of T-splines, which are optimized to meet the needs both for design and analysis (Li and Scott Models Methods Appl Sci 24:1141–1164,
We study optimal insider control problems, i.e., optimal control problems of stochastic systems where the controller at any time t, in addition to knowledge about the history of the system up to this time, also has additional information related to a future value of the system. Since this puts the associated controlled systems outside the context of semimartingales, we apply anticipative white noise analysis, including forward integration and Hida–Malliavin calculus to study the problem. Combining this with Donsker delta functionals, we transform the insider control problem into a classical (but parametrised) adapted control system, albeit with a non-classical performance functional. We establish a sufficient and a necessary maximum principle for such systems. Then we apply the results to obtain explicit solutions for some optimal insider portfolio problems in financial markets described by Itô–Lévy processes. Finally, in the Appendix, we give a brief survey of the concepts and results we need from the theory of white noise, forward integrals and Hida–Malliavin calculus.
We give a differential-geometric construction of Calabi–Yau fourfolds by the ‘doubling’ method, which was introduced in Doi and Yotsutani (N Y J Math 20:1203–1235,